I have tried to connect to clickhouse using the block of code below. However it looks like connectorx doesn't provide support to sha256_password type.
--code--
import connectorx as cx
conn = 'mysql://username:password@server:port/database'
query = 'SELECT * FROM table'
cx.read_sql(conn, query)
--response--
DriverError { Unknown authentication protocol: sha256_password }